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We deal with eigenvalue problems for the Laplacian with varying mixed boundary conditions, consisting in homogeneous Neumann conditions on a vanishing portion of the boundary and Dirichlet conditions on the complement. By the study of an…

偏微分方程分析 · 数学 2022-03-11 Veronica Felli , Benedetta Noris , Roberto Ognibene

We analyze the joint extremal behavior of $n$ random products of the form $\prod_{j=1}^m X_j^{a_{ij}}, 1 \leq i \leq n,$ for non-negative, independent regularly varying random variables $X_1, \ldots, X_m$ and general coefficients $a_{ij}…

概率论 · 数学 2016-05-13 Anja Janßen , Holger Drees

We consider a diffusive matrix process $(X_t)_{t\ge 0}$ defined as $X_t:=A+H_t$ where $A$ is a given deterministic Hermitian matrix and $(H_t)_{t\ge 0}$ is a Hermitian Brownian motion. The matrix $A$ is the "external source" that one would…

概率论 · 数学 2015-01-21 Romain Allez , Joël Bun , Jean-Philippe Bouchaud

We consider the eigenvectors of the principal minor of dimension $n< N$ of the Dyson Brownian motion in $\mathbb{R}^{N}$ and investigate their asymptotic overlaps with the eigenvectors of the full matrix in the limit of large dimension. We…

概率论 · 数学 2024-11-27 Elie Attal , Romain Allez

We consider a general second-order elliptic differential operator on a domain with a cylindrical end. We impose Dirichlet boundary conditions on the boundary with the exception of a small set, where we impose Neumann boundary conditions.…

谱理论 · 数学 2017-10-06 André Froehly

We study the asymptotic behavior of the eigenvalues of Gaussian perturbations of large Hermitian random matrices for which the limiting eigenvalue density vanishes at a singular interior point or vanishes faster than a square root at a…

概率论 · 数学 2019-03-27 Tom Claeys , Arno B. J. Kuijlaars , Karl Liechty , Dong Wang

In this article we extend B. Simon's construction and results for leading order eigenvalue asymptotics to $n$-dimensional Schr\"odinger operators with non-confining potentials given by: $H^\alpha_n=-\Delta +\prod\limits_{i=1}^n…

谱理论 · 数学 2015-04-22 Nils Rautenberg , Brice Camus

We consider $C=A+B$ where $A$ is selfadjoint with a gap $(a,b)$ in its spectrum and $B$ is (relatively) compact. We prove a general result allowing $B$ of indefinite sign and apply it to obtain a $(\delta V)^{d/2}$ bound for perturbations…

谱理论 · 数学 2015-05-13 Dirk Hundertmark , Barry Simon

An upper bound for the number of distinct eigenvalues of a perturbed matrix has been recently established by P. E. Farrell [1, Theorem 1.3]. The estimate is the central result in Farrell's work and can be applied to estimate the number of…

数值分析 · 数学 2016-10-18 Xuefeng Xu

We extend inner fluctuations to spectral triples that do not fulfill the first-order condition. This involves the addition of a quadratic term to the usual linear terms. We find a semi-group of inner fluctuations, which only depends on the…

数学物理 · 物理学 2013-12-02 Ali H. Chamseddine , Alain Connes , Walter D. van Suijlekom

Ensembles of isotropic random matrices are defined by the invariance of the probability measure under the left (and right) multiplication by an arbitrary unitary matrix. We show that the multiplication of large isotropic random matrices is…

统计力学 · 物理学 2013-08-14 Z. Burda , G. Livan , A. Swiech

We investigate the fluctuations of linear spectral statistics of a Wigner matrix $W\_N$ deformed by a deterministic diagonal perturbation $D\_N$, around a deterministic equivalent which can be expressed in terms of the free convolution…

概率论 · 数学 2020-03-17 Sandrine Dallaporta , Maxime Fevrier

We consider a second order self-adjoint operator in a domain which can be bounded or unbounded. The boundary is partitioned into two parts with Dirichlet boundary condition on one of them, and Neumann condition on the other. We assume that…

谱理论 · 数学 2018-09-28 Denis Borisov , Ivan Veselic'

We consider the random matrix ensemble with an external source \[ \frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM \] defined on $n\times n$ Hermitian matrices, where $A$ is a diagonal matrix with only two eigenvalues $\pm a$ of equal…

数学物理 · 物理学 2009-11-10 Pavel M. Bleher , Arno B. J. Kuijlaars

We consider the fluctuation of linear eigenvalue statistics of random band $n\times n$ matrices whose entries have the form $\mathcal{M}_{ij}=b^{-1/2}u^{1/2}(|i-j|)\tilde w_{ij}$ with i.i.d. $w_{ij}$ possessing the $(4+\varepsilon)$th…

数学物理 · 物理学 2015-09-30 Mariya Shcherbina

Random Hermitian matrices are used to model complex systems without time-reversal invariance. Adding an external source to the model can have the effect of shifting some of the matrix eigenvalues, which corresponds to shifting some of the…

数学物理 · 物理学 2015-05-20 Marco Bertola , Robert Buckingham , Seung-Yeop Lee , Virgil U. Pierce

We study the fluctuation of the eigenvalue number of any fixed interval $\Delta=[a,b]$ inside the spectrum for $\beta$- ensembles of random matrices in the case $\beta=1,2,4$. We assume that the potential $V$ is polynomial and consider the…

数学物理 · 物理学 2015-04-23 Mariya Shcherbina

We analyse the spectrum of additive finite-rank deformations of $N \times N$ Wigner matrices $H$. The spectrum of the deformed matrix undergoes a transition, associated with the creation or annihilation of an outlier, when an eigenvalue…

概率论 · 数学 2012-05-23 Antti Knowles , Jun Yin

We prove that any finite collection of quadratic forms (overlaps) of general deterministic matrices and eigenvectors of an $N\times N$ Wigner matrix has joint Gaussian fluctuations. This can be viewed as the random matrix analogue of the…

概率论 · 数学 2022-12-22 Lucas Benigni , Giorgio Cipolloni

We derive new perturbation bounds for eigenvalues of Hermitian matrices with block structures. The structures we consider range from a standard 2-by-2 block form to block tridiagonal and tridigaonal forms. The main idea is the observation…

数值分析 · 数学 2010-09-01 Yuji Nakatsukasa
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